Umberto Cherubini

Identifiers

• name variant Umberto Cherubini 0.60 · backfill

Papers (3)

1. Value-at-Risk Diversification of $\alpha$-stable Risks: The Tail-Dependence Puzzle q-fin.RM · 2017 · author #1
2. Granger Independent Martingale Processes q-fin.PR · 2016 · author #1
3. Systemic Risk with Exchangeable Contagion: Application to the European Banking System q-fin.MF · 2015 · author #1

Mentions

• 1502.01918 #1 · backfill · confidence 0.70 Umberto Cherubini

Frequent Coauthors

• Sabrina Mulinacci 2 shared papers
• Fabio Gobbi 1 shared papers
• Paolo Neri 1 shared papers
• Silvia Romagnoli 1 shared papers